As part of EMIR firms are required to report a large number of global derivative reference data fields. London Stock Exchange has access to a broad scope of this data, and using the UnaVista platform has created a consolidated file from a variety of sources, including taking direct from exchange sources, vendor feeds and internal reference data sources.

The instrument classification field is a key mandatory field for firms to meet their EMIR reporting obligation, and where ISIN / AII is used to identify the product, the CFI code is required. A consolidated golden copy of CFI information becomes central to a firms strategy in the generation of the data for reporting under EMIR.

This field coupled with the wider derivative attributes, all sourced from a single file, ensure clients can integrate into their report generation process. Other significant data elements can be seen below:

Market Identifier

Option future flag

Put/Call flag

Strike price

Option exercise type European or American …

Settlement type Physical, Cash, Future

Contract size

Strike price currency

Commodity details

Underlying ISIN

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